Introduction to the Structural Vector Autoregression (SVAR)

  Рет қаралды 10,804

Justin Eloriaga

Justin Eloriaga

Күн бұрын

Пікірлер: 17
@zhaowenqing3521
@zhaowenqing3521 2 ай бұрын
I have no knowledge of time series. But this course enlightens me on the basics of SVAR modelling. Thank you!
@RudolfFaininger
@RudolfFaininger 7 ай бұрын
Thank you, Justin! This was really an amazing explanation! Keep up the good work! :)
@Alberto-tv8rg
@Alberto-tv8rg Жыл бұрын
Great!I have recently found your channel and it is so useful. I am an economics student doing these things right now. If you could do these things in matlab or python it would be so useful to better understand.
@erminnella1
@erminnella1 6 ай бұрын
good explanation as a refresher or for undergrads to catch interest to pursue a Master's in econometrics.
@akeemrahaman4211
@akeemrahaman4211 Жыл бұрын
Great work. Very detailed and well explained. You should do an example in STATA.
@fardilajv8299
@fardilajv8299 Жыл бұрын
what book that you used as reference of this SVAR? would you mind to tell me cause i need it😭 thank you
@Travelogpic
@Travelogpic 10 ай бұрын
Thanks for sharing, but the thing that I would like to ask regarding SVAR is the specification for the SE and CI method when conducting IRF and VD, which one better Monte Carlo or Analytic (Asymptotic)?
@jennyebahi8069
@jennyebahi8069 8 ай бұрын
Thank you so much for this video! Could you post the link to your video on VAR?
@fatmaosama4213
@fatmaosama4213 7 ай бұрын
great work, thanks really useful
@sitrakaforler8696
@sitrakaforler8696 Жыл бұрын
Cool content man !
@alaswad
@alaswad Жыл бұрын
Great work, Justin. Please allow me to comment on the slides transition: I am not sure what software you're using, but the transitions are very distracting for me personally to be able to stay focused. You may want to try another software if you don't mind. Thank you, again!
@vinceedwardsanjuan5701
@vinceedwardsanjuan5701 Жыл бұрын
Thank you also sir!
@minhlekhang6899
@minhlekhang6899 3 ай бұрын
18:17
@Stefan-l5u4c
@Stefan-l5u4c 8 күн бұрын
excellent explanations - but the sliding of charts is irritating
@chrish6812
@chrish6812 2 ай бұрын
@jingle_wingle777
@jingle_wingle777 14 сағат бұрын
Please make less slides❤❤
@kstrizhov
@kstrizhov 26 күн бұрын
the presentation is very heavy to follow, as the slides changing very often, while actually revealing additional content only. please don't do these, even if you think it's fancy. just plain slides be much better. no offense
Structural Vector Autoregression in R
18:23
Justin Eloriaga
Рет қаралды 27 М.
Introduction to the Vector Error Correction Model
12:33
Justin Eloriaga
Рет қаралды 22 М.
КОНЦЕРТЫ:  2 сезон | 1 выпуск | Камызяки
46:36
ТНТ Смотри еще!
Рет қаралды 3,7 МЛН
Non-Stationarity and Differencing
14:35
Justin Eloriaga
Рет қаралды 6 М.
Introduction to Logit and Probit
20:23
Justin Eloriaga
Рет қаралды 351
42nd Meeting da Sociedade Brasileira de Econometria - Contributed Session Macro 3
1:06:33
Sociedade Brasileira de Econometria SBE
Рет қаралды 9
7. Value At Risk (VAR) Models
1:21:15
MIT OpenCourseWare
Рет қаралды 527 М.
Structural VAR model in Eviews - Long Run Restrictions
29:21
JDEConomics
Рет қаралды 37 М.
Covariance, Clearly Explained!!!
22:23
StatQuest with Josh Starmer
Рет қаралды 576 М.
Econometrics - Estimating VAR model in R
55:15
Hanomics
Рет қаралды 44 М.
7 Outside The Box Puzzles
12:16
MindYourDecisions
Рет қаралды 50 М.